Trading Metrics calculated at close of trading on 25-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,532.00 |
1,545.50 |
13.50 |
0.9% |
1,537.50 |
High |
1,547.75 |
1,554.25 |
6.50 |
0.4% |
1,549.50 |
Low |
1,529.00 |
1,533.50 |
4.50 |
0.3% |
1,523.50 |
Close |
1,545.75 |
1,540.75 |
-5.00 |
-0.3% |
1,545.75 |
Range |
18.75 |
20.75 |
2.00 |
10.7% |
26.00 |
ATR |
13.58 |
14.09 |
0.51 |
3.8% |
0.00 |
Volume |
773 |
952 |
179 |
23.2% |
6,491 |
|
Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,605.00 |
1,593.75 |
1,552.25 |
|
R3 |
1,584.25 |
1,573.00 |
1,546.50 |
|
R2 |
1,563.50 |
1,563.50 |
1,544.50 |
|
R1 |
1,552.25 |
1,552.25 |
1,542.75 |
1,547.50 |
PP |
1,542.75 |
1,542.75 |
1,542.75 |
1,540.50 |
S1 |
1,531.50 |
1,531.50 |
1,538.75 |
1,526.75 |
S2 |
1,522.00 |
1,522.00 |
1,537.00 |
|
S3 |
1,501.25 |
1,510.75 |
1,535.00 |
|
S4 |
1,480.50 |
1,490.00 |
1,529.25 |
|
|
Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,617.50 |
1,607.75 |
1,560.00 |
|
R3 |
1,591.50 |
1,581.75 |
1,553.00 |
|
R2 |
1,565.50 |
1,565.50 |
1,550.50 |
|
R1 |
1,555.75 |
1,555.75 |
1,548.25 |
1,560.50 |
PP |
1,539.50 |
1,539.50 |
1,539.50 |
1,542.00 |
S1 |
1,529.75 |
1,529.75 |
1,543.25 |
1,534.50 |
S2 |
1,513.50 |
1,513.50 |
1,541.00 |
|
S3 |
1,487.50 |
1,503.75 |
1,538.50 |
|
S4 |
1,461.50 |
1,477.75 |
1,531.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,554.25 |
1,526.00 |
28.25 |
1.8% |
18.00 |
1.2% |
52% |
True |
False |
1,222 |
10 |
1,554.25 |
1,523.50 |
30.75 |
2.0% |
14.25 |
0.9% |
56% |
True |
False |
1,682 |
20 |
1,554.25 |
1,473.50 |
80.75 |
5.2% |
13.75 |
0.9% |
83% |
True |
False |
1,063 |
40 |
1,554.25 |
1,470.25 |
84.00 |
5.5% |
12.25 |
0.8% |
84% |
True |
False |
656 |
60 |
1,554.25 |
1,370.50 |
183.75 |
11.9% |
11.75 |
0.8% |
93% |
True |
False |
463 |
80 |
1,554.25 |
1,370.50 |
183.75 |
11.9% |
10.25 |
0.7% |
93% |
True |
False |
353 |
100 |
1,554.25 |
1,330.50 |
223.75 |
14.5% |
9.00 |
0.6% |
94% |
True |
False |
285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,642.50 |
2.618 |
1,608.50 |
1.618 |
1,587.75 |
1.000 |
1,575.00 |
0.618 |
1,567.00 |
HIGH |
1,554.25 |
0.618 |
1,546.25 |
0.500 |
1,544.00 |
0.382 |
1,541.50 |
LOW |
1,533.50 |
0.618 |
1,520.75 |
1.000 |
1,512.75 |
1.618 |
1,500.00 |
2.618 |
1,479.25 |
4.250 |
1,445.25 |
|
|
Fisher Pivots for day following 25-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,544.00 |
1,541.50 |
PP |
1,542.75 |
1,541.25 |
S1 |
1,541.75 |
1,541.00 |
|